NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
2.197 |
2.132 |
-0.065 |
-3.0% |
2.166 |
| High |
2.231 |
2.172 |
-0.059 |
-2.6% |
2.269 |
| Low |
2.127 |
2.127 |
0.000 |
0.0% |
2.125 |
| Close |
2.140 |
2.158 |
0.018 |
0.8% |
2.233 |
| Range |
0.104 |
0.045 |
-0.059 |
-56.7% |
0.144 |
| ATR |
0.070 |
0.068 |
-0.002 |
-2.6% |
0.000 |
| Volume |
11,936 |
12,601 |
665 |
5.6% |
50,618 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.287 |
2.268 |
2.183 |
|
| R3 |
2.242 |
2.223 |
2.170 |
|
| R2 |
2.197 |
2.197 |
2.166 |
|
| R1 |
2.178 |
2.178 |
2.162 |
2.188 |
| PP |
2.152 |
2.152 |
2.152 |
2.157 |
| S1 |
2.133 |
2.133 |
2.154 |
2.143 |
| S2 |
2.107 |
2.107 |
2.150 |
|
| S3 |
2.062 |
2.088 |
2.146 |
|
| S4 |
2.017 |
2.043 |
2.133 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.641 |
2.581 |
2.312 |
|
| R3 |
2.497 |
2.437 |
2.273 |
|
| R2 |
2.353 |
2.353 |
2.259 |
|
| R1 |
2.293 |
2.293 |
2.246 |
2.323 |
| PP |
2.209 |
2.209 |
2.209 |
2.224 |
| S1 |
2.149 |
2.149 |
2.220 |
2.179 |
| S2 |
2.065 |
2.065 |
2.207 |
|
| S3 |
1.921 |
2.005 |
2.193 |
|
| S4 |
1.777 |
1.861 |
2.154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.262 |
2.127 |
0.135 |
6.3% |
0.071 |
3.3% |
23% |
False |
True |
12,002 |
| 10 |
2.269 |
2.125 |
0.144 |
6.7% |
0.071 |
3.3% |
23% |
False |
False |
11,467 |
| 20 |
2.269 |
1.990 |
0.279 |
12.9% |
0.068 |
3.1% |
60% |
False |
False |
12,706 |
| 40 |
2.475 |
1.990 |
0.485 |
22.5% |
0.063 |
2.9% |
35% |
False |
False |
10,397 |
| 60 |
2.646 |
1.990 |
0.656 |
30.4% |
0.065 |
3.0% |
26% |
False |
False |
8,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.363 |
|
2.618 |
2.290 |
|
1.618 |
2.245 |
|
1.000 |
2.217 |
|
0.618 |
2.200 |
|
HIGH |
2.172 |
|
0.618 |
2.155 |
|
0.500 |
2.150 |
|
0.382 |
2.144 |
|
LOW |
2.127 |
|
0.618 |
2.099 |
|
1.000 |
2.082 |
|
1.618 |
2.054 |
|
2.618 |
2.009 |
|
4.250 |
1.936 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.155 |
2.179 |
| PP |
2.152 |
2.172 |
| S1 |
2.150 |
2.165 |
|